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10.1080/07350015.2017.1391099
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Taylor & Francis
Journal of Business & Economic Statistics, 2017. doi:10.1080/07350015.2017.1391099
Linear programming
Portfolio choice
Spanning
Stochastic dominance
Subsampling.
Stochastic Spanning
Stelios Arvanitis
Mark Hallam
Thierry Post
Nikolas Topaloglou
Journal
Journal of Business & Economic Statistics
American Statistical Association
0735-0015
1537-2707
0
0
1
13
10.1080/07350015.2017.1391099
https://doi.org/10.1080/07350015.2017.1391099
LaTeX with hyperref package
2019-12-10T23:36:40-08:00
2019-12-10T23:36:40-08:00
2018-06-12T09:33:06+05:30
AM
Linear programming; Portfolio choice; Spanning; Stochastic dominance; Subsampling.
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